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Related papers: Rectangular Young tableaux and the Jacobi ensemble

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This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

Probability · Mathematics 2015-06-16 Deng Zhang

The variability of temporal (or spatial) fluctuations of any variable is represented in conventional statistical theory by the relative dispersion equal to the standard deviation divided by the mean . The Relative Dispersion decreases with…

chao-dyn · Physics 2007-05-23 A. M. Selvam , Suvarna Fadnavis , S. U. Athale

We study mesoscopic fluctuations of orthogonal polynomial ensembles on the unit circle. We show that asymptotics of such fluctuations are stable under decaying perturbations of the recurrence coefficients, where the appropriate decay rate…

Mathematical Physics · Physics 2024-09-17 Jonathan Breuer , Daniel Ofner

Consider the lattice of all Young diagrams ordered by inclusion, and denote by Y its Hasse graph. Using the Pieri formula for Jack symmetric polynomials, we endow the edges of the graph Y with formal multiplicities depending on a real…

q-alg · Mathematics 2008-03-02 Sergei Kerov , Andrei Okounkov , Grigori Olshanski

In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…

Disordered Systems and Neural Networks · Physics 2023-04-19 Ernesto Carro , Luis Benet , Isaac Pérez Castillo

Fluctuations of observables provide unique insights into the nature of physical systems, and their study stands as a cornerstone of both theoretical and experimental science. Generalized fluctuations, or cumulants, provide information…

Strongly Correlated Electrons · Physics 2025-11-12 Clément Berthière , Benoit Estienne , Jean-Marie Stéphan , William Witczak-Krempa

We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…

Probability · Mathematics 2016-08-04 Erich Baur , Grégory Miermont , Gourab Ray

We consider a Markov evolution of lozenge tilings of a quarter-plane and study its asymptotics at large times. One of the boundary rays serves as a reflecting wall. We observe frozen and liquid regions, prove convergence of the local…

Representation Theory · Mathematics 2011-03-08 Alexei Borodin , Jeffrey Kuan

Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…

Probability · Mathematics 2021-10-04 Adrian N. Bishop , Pierre Del Moral , Angele Niclas

We study the role of the topology of the background space on the one-dimensional Kardar-Parisi-Zhang (KPZ) universality class. To do so, we study the growth of balls on disordered 2D manifolds with random Riemannian metrics, generated by…

Statistical Mechanics · Physics 2017-03-08 Silvia N. Santalla , Javier Rodriguez-Laguna , Alessio Celi , Rodolfo Cuerno

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

We consider the statistics of extreme eigenvalues of random $d$-regular graphs, with $N^{\mathfrak c}\leq d\leq N^{1/3-{\mathfrak c}}$ for arbitrarily small ${\mathfrak c}>0$. We prove that in this regime, the fluctuations of extreme…

Probability · Mathematics 2023-06-12 Jiaoyang Huang , Horng-Tzer Yau

Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi $\beta$-ensemble, which is a generalization of the Dyson circular $\beta$-ensemble but equipped with an additional parameter $b$, and further studied…

Probability · Mathematics 2014-08-05 Dang-Zheng Liu

P\'olya urns are urns where at each unit of time a ball is drawn and replaced with some other balls according to its colour. We introduce a more general model: the replacement rule depends on the colour of the drawn ball and the value of…

Probability · Mathematics 2019-12-04 Cyril Banderier , Philippe Marchal , Michael Wallner

We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of paths located near convex boundaries of various physical nature. We consider numerically the BBP-like (Baik-Ben Arous-P\'ech\'e) transition…

Statistical Mechanics · Physics 2022-10-05 Alexander Gorsky , Sergei Nechaev , Alexander Valov

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

Probability · Mathematics 2011-09-05 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

We prove Gaussian fluctuation for pair counting statistics of the form $ \sum_{1\leq i\neq j\leq N} f(\theta_i-\theta_j)$ for the Circular Unitary Ensemble (CUE) of random matrices in the case of a slowly growing variance in the limit of…

Probability · Mathematics 2021-02-03 Ander Aguirre , Alexander Soshnikov

An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that…

Spectral Theory · Mathematics 2016-04-25 Trinh Khanh Duy , Tomoyuki Shirai

We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…

Probability · Mathematics 2025-12-09 Federico Sau

In this paper, we consider a deformation of Plancherel measure linked to Jack polynomials. Our main result is the description of the first and second-order asymptotics of the bulk of a random Young diagram under this distribution, which…

Probability · Mathematics 2016-06-08 Maciej Dołęga , Valentin Féray